+68.2%
IVV vs CME
+69.3%
-1.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | -5.4% | +13.2% | -18.5% | -7.1% |
| 3M | -4.1% | +16.3% | -20.3% | -6.3% |
| 6M | +0.7% | +7.1% | -6.4% | -0.3% |
| YTD | +8.7% | +15.8% | -7.1% | +5.5% |
| 1Y | +11.0% | +17.1% | -6.1% | +7.3% |
| 3Y | +75.4% | +63.2% | +12.3% | +51.5% |
| All | +68.2% | +69.3% | -1.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling